-16.1%
OTIS vs CAPR
+87.6%
-103.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.6% |
| 7D | -0.8% | -9.5% | +8.7% | -0.7% |
| 30D | -4.7% | +121.5% | -126.3% | -5.2% |
| 3M | +1.2% | -65.4% | +66.6% | +1.4% |
| 6M | -20.5% | -67.5% | +47.0% | -20.4% |
| YTD | -18.4% | -68.6% | +50.2% | -18.3% |
| 1Y | -18.1% | +42.7% | -60.8% | -19.8% |
| 3Y | -10.6% | +43.4% | -53.9% | -16.0% |
| 5Y | -16.1% | +86.0% | -102.1% | -25.1% |
| All | -16.1% | +87.6% | -103.7% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling